Volatility Laboratory (V-Lab)
The Volatility Laboratory (V-Lab) provides real time measurement, modeling and forecasting of financial volatility, correlations and risk for a wide spectrum of assets. V-Lab blends together both classic models as well as some of the latest advances proposed in the financial econometrics literature. The aim of the website is to provide real time evidence on market dynamics for researchers, regulators, and practitioners. V-Lab is currently running 83,950 analyses on 16,983 datasets producing a total of 140,849 series each day! Please watch the short video about using V-lab to monitor the risks of financial markets on the daily basis.
VINSIGHT
VINSIGHT is a gateway application supporting the V-lab. Behind the scenes, VINSIGHT crunches over 10 years of financial market data and combines it with volatility prediction models developed by most famous scholars such as Robert Engle to come up with a customized prediction of volatility.
Volatility Report
The regular volatility reports update once a month, which mainly analyzes and summarizes the volatility of China's financial market. It aims to help market participants understand the current situation of volatility in China's financial market, enhance investors' awareness of risk prevention and help market regulators monitor the volatility of the financial market in real time.